+31,416.6%
AVGO vs MCD
+643.9%
+30,772.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | -3.0% | -2.8% | -0.1% | -1.3% |
| 30D | -14.4% | -6.0% | -8.4% | -11.4% |
| 3M | -14.4% | -5.6% | -8.9% | -12.5% |
| 6M | +13.1% | -21.9% | +35.0% | +29.5% |
| YTD | +3.8% | -14.7% | +18.5% | +12.2% |
| 1Y | +17.8% | -17.3% | +35.0% | +28.5% |
| 3Y | +325.3% | -2.2% | +327.4% | +298.7% |
| 5Y | +689.9% | +20.3% | +669.6% | +531.4% |
| 10Y | +2,597.0% | +180.7% | +2,416.3% | +1,051.4% |
| All | +31,416.6% | +643.9% | +30,772.8% | +6,700.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling